A sparsity preserving stochastic gradient methods for sparse regression

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms

(2013) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

Randomized Smoothing for Stochastic Optimization

(2012) John C. Duchi et al.   SIAM JOURNAL ON OPTIMIZATION

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework

(2012) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

An optimal method for stochastic composite optimization

(2010) Guanghui Lan   MATHEMATICAL PROGRAMMING

Trace Norm Regularization: Reformulations, Algorithms, and Multi-Task Learning

(2010) Ting Kei Pong et al.   SIAM JOURNAL ON OPTIMIZATION

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

(2009) Amir Beck et al.   SIAM Journal on Imaging Sciences

Robust Stochastic Approximation Approach to Stochastic Programming

(2009) A. Nemirovski et al.   SIAM JOURNAL ON OPTIMIZATION